+63.9%
CTVA vs OUST
+626.4%
-562.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.0% | -15.2% | -1.6% |
| 7D | +2.2% | +17.0% | -14.8% | +1.7% |
| 30D | -17.6% | -16.5% | -1.1% | -17.3% |
| 3M | +3.4% | -23.7% | +27.1% | +4.0% |
| 6M | -2.6% | +18.4% | -20.9% | -5.3% |
| YTD | +19.1% | +60.8% | -41.7% | +13.4% |
| 1Y | +26.8% | +44.2% | -17.4% | +21.1% |
| 3Y | +63.9% | +668.1% | -604.2% | +34.8% |
| All | +63.9% | +626.4% | -562.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling